This schedule is tentative and subject to change.
Week | Date | Topic | Reading |
1 | 1/24 | Introduction | Heath 1.1, Notes, Slides |
1/26 | Intro to errors and condition numbers | Heath 1.2-1.3, Notes | |
2 | 1/31 | Floating point | Notes, Goldberg floating point article |
2/2 | SNOWED OUT | Notes | |
3 | 2/7 | Matrices, vectors, MATLAB | Notes |
2/9 | Norms and condition numbers | Notes | |
4 | 2/14 | Gaussian elimination | Notes |
2/16 | Gaussian elimination | Notes | |
5 | 2/21 | Least squares | Notes |
2/22 | First prelim! | ||
2/23 | Least squares and SVD | Notes | |
6 | 2/28 | Nonlinear equations | Notes |
3/2 | Nonlinear equations | Guest lecture: Van Loan | |
7 | 3/7 | SNOWED OUT | |
3/9 | Nonlinear equations and optimization | Notes | |
8 | 3/14 | 1D optimization | Notes |
3/16 | Higher-dimensional optimization | Notes | |
9 | 3/21 | Spring break | |
3/23 | Spring break | ||
10 | 3/28 | Interpolation | Notes |
3/30 | Interpolation | Notes | |
11 | 4/4 | Differentiation and integration | Notes |
4/6 | Numerical integration | Notes | |
4/7 | Second prelim! | ||
12 | 4/11 | Special integrands; ODE solvers | Notes |
4/13 | Consistency and 0-stability | Notes | |
13 | 4/18 | Runge-Kutta and multistep ODE solvers | Notes, The MATLAB ODE Suite |
4/20 | ODE solving examples | Notes | |
14 | 4/25 | Random numbers and simulation | Notes |
4/27 | Random numbers and simulation | Notes | |
15 | 5/2 | Variance reduction | Notes |
5/4 | Review | Notes |